UniCredit Call 100 EXPE 16.12.202.../  DE000HZ7JT57  /

EUWAX
10/20/2020  8:24:46 PM Chg.+0.050 Bid9:56:24 PM Ask9:56:24 PM Underlying Strike price Expiration date Option type
0.500EUR +11.11% 0.470
Bid Size: 45,000
0.480
Ask Size: 45,000
Expedia Group 100.00 USD 12/16/2020 Call

Master data

WKN: HZ7JT5
Issuer: UniCredit
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 12/16/2020
Issue date: 3/3/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.40
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.59
Parity: -0.67
Time value: 0.45
Break-even: 89.47
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 1.35
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.34
Theta: -0.04
Omega: 5.92
Rho: 0.03
 

Quote data

Open: 0.450
High: 0.500
Low: 0.450
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.66%
1 Month
  -28.57%
3 Months
  -35.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.530 0.380
1M High / 1M Low: 0.720 0.380
6M High / 6M Low: 1.220 0.190
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   0.650
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.07%
Volatility 6M:   297.04%
Volatility 1Y:   -
Volatility 3Y:   -